Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Year of publication: |
2013
|
---|---|
Authors: | Chauveau, Thierry ; Subbotin, Alexander |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 5, p. 1040-1065
|
Subject: | Asset pricing | Heterogeneous agents | Multiple investment scales | Volatility clustering | Begrenzte Rationalität | Bounded rationality | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling | CAPM | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
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